NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 06-Jan-2010
Day Change Summary
Previous Current
05-Jan-2010 06-Jan-2010 Change Change % Previous Week
Open 5.739 5.660 -0.079 -1.4% 5.810
High 5.810 5.898 0.088 1.5% 5.953
Low 5.593 5.660 0.067 1.2% 5.486
Close 5.608 5.886 0.278 5.0% 5.545
Range 0.217 0.238 0.021 9.7% 0.467
ATR 0.228 0.232 0.004 1.9% 0.000
Volume 6,097 8,641 2,544 41.7% 22,972
Daily Pivots for day following 06-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.529 6.445 6.017
R3 6.291 6.207 5.951
R2 6.053 6.053 5.930
R1 5.969 5.969 5.908 6.011
PP 5.815 5.815 5.815 5.836
S1 5.731 5.731 5.864 5.773
S2 5.577 5.577 5.842
S3 5.339 5.493 5.821
S4 5.101 5.255 5.755
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 7.062 6.771 5.802
R3 6.595 6.304 5.673
R2 6.128 6.128 5.631
R1 5.837 5.837 5.588 5.749
PP 5.661 5.661 5.661 5.618
S1 5.370 5.370 5.502 5.282
S2 5.194 5.194 5.459
S3 4.727 4.903 5.417
S4 4.260 4.436 5.288
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.898 5.486 0.412 7.0% 0.217 3.7% 97% True False 5,957
10 5.953 5.486 0.467 7.9% 0.203 3.4% 86% False False 6,171
20 5.953 5.067 0.886 15.1% 0.211 3.6% 92% False False 6,840
40 5.953 4.656 1.297 22.0% 0.206 3.5% 95% False False 5,439
60 6.200 4.656 1.544 26.2% 0.193 3.3% 80% False False 4,645
80 6.200 4.656 1.544 26.2% 0.185 3.1% 80% False False 3,995
100 6.200 4.656 1.544 26.2% 0.170 2.9% 80% False False 3,358
120 6.200 4.656 1.544 26.2% 0.161 2.7% 80% False False 2,885
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.910
2.618 6.521
1.618 6.283
1.000 6.136
0.618 6.045
HIGH 5.898
0.618 5.807
0.500 5.779
0.382 5.751
LOW 5.660
0.618 5.513
1.000 5.422
1.618 5.275
2.618 5.037
4.250 4.649
Fisher Pivots for day following 06-Jan-2010
Pivot 1 day 3 day
R1 5.850 5.839
PP 5.815 5.792
S1 5.779 5.746

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These figures are updated between 7pm and 10pm EST after a trading day.

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